IMF 2020 WEO in summary and my thoughts on the markets
The IMF has recently published its World Economic Outlook, based on the data available at the time of April 2020. The decline in global activity due to‧‧‧
03/07/2020 | Posted in: Investment & Finance → | Read the article
Why a Dual Mandate is Wrong for Monetary Policy
“For the Fed to lend directly to the Treasury, to government agencies, or even to private entities that the Treasury otherwise would have to fund through the‧‧‧
08/06/2020 | Posted in: Investment & Finance → | Read the article
Super Carry and Super Contango Go Ballistic as Oil Price collapses
The investing style known as commodity curve carry — betting on longer-dated futures and against shorter-dated contracts — has jumped to its highest since at least 2004.‧‧‧
21/04/2020 | Posted in: Investment & Finance → | Read the article
RATIONAL EXPECTATIONS THEORY AND QUANTITATIVE EASING
In order to explain fairly simply how expectations are formed, the Theory of Price Movements based on Rational Expectation Framework (John F. Muth, 1961) advance the hypothesis that‧‧‧
28/03/2020 | Posted in: Investment & Finance → | Read the article
“There’s No Moral Hazard In Saving The Economy From The Coronavirus”
Many business across the World are struggling to cope due to the coronavirus pandemic. Like Antoine Gara says, there’s no moral hazard in using the available tools‧‧‧
18/03/2020 | Posted in: Investment & Finance → | Read the article
Credit vs Equity Market as Pandemic Risk increases
It is not the first time that, at the beginning of a financial crisis, the credit and equity markets have been sending different messages. The divergence between‧‧‧
08/03/2020 | Posted in: Investment & Finance → | Read the article
What Energy Sector and High Yield Bonds sell-off is telling us?
“Energy sector bonds are bearing the brunt of the damage in high yield in the U.S., where the HYG ETF suffered massive outflows. Bloomberg Intelligence analyst Spencer‧‧‧
01/03/2020 | Posted in: Investment & Finance → | Read the article
Desperation for hedges in China
“A 2,800% surge in China stock options is showing a desperation for hedges. How? In China’s $7.8 trillion ocean of equities, there are only four options contracts,‧‧‧
27/02/2020 | Posted in: Investment & Finance → | Read the article
Catastrophe Bonds Signal Coronavirus Nearing Pandemic Status
According to this recent article published by Tasos Vossos on Bloomberg Markets: “The World Health Organization says the coronavirus isn’t yet a global pandemic. Bonds that insure against‧‧‧
25/02/2020 | Posted in: Investment & Finance → | Read the article
Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning
VSTOXX index futures can be used to hedge against economic uncertainty as the underlying tracks the expected 30day volatility of the EURO STOXX 50 equity index. Daniel‧‧‧
22/02/2020 | Posted in: Investment & Finance → | Read the articleMyself
As an Investment Consultant and Specialist, Pompeo Pontone is a Professional Investor with 25 years’ experience in the fields of Investment Management, Quantitative Finance & Derivatives Trading and Data Science.